+500.0%
APP vs XLI
+75.0%
+425.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.7% |
| 7D | +71.2% | -2.8% | +74.0% | +74.8% |
| 30D | +39.1% | -3.1% | +42.2% | +42.7% |
| 3M | +16.5% | -11.7% | +28.3% | +35.9% |
| 6M | -16.6% | -7.6% | -9.0% | -9.7% |
| YTD | -41.9% | +5.7% | -47.6% | -49.7% |
| 1Y | -37.0% | +7.8% | -44.9% | -47.1% |
| 3Y | +892.4% | +67.4% | +825.0% | +341.8% |
| 5Y | +297.3% | +64.8% | +232.5% | +72.7% |
| All | +500.0% | +75.0% | +425.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling